Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.fast.moving.average and PPO.Entry.Fast.Length

BEST PARAMETERS
PPO.Entry.type.of.fast.moving.average = T3
PPO.Entry.Fast.Length = 12
Profit account= 67 (per day adjusted to desire% DD )
Activity = 8.72 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.fast.moving.average = T3 and PPO.Entry.Fast.Length = 12

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
490 486311.16 871.87 115985.29 9 633 450 -386.6 T3 12 USDJPY 386.6176 2.5865349 775.96047 12578.608 14.427160 0.7260257 Yes
440 118228.75 867.38 36158.09 8 486 345 -120.5 T3 12 USDCHF 120.5270 8.2968984 2489.06953 9809.319 11.309137 0.5603081 No
540 555139.90 874.52 277874.05 8 1265 912 -926.2 T3 12 XAUUSD 926.2468 1.0796258 323.88775 5993.434 6.853398 1.4465078 Yes
40 665578.10 874.81 359351.05 10 1051 770 -1197.8 T3 12 AUDUSD 1197.8368 0.8348382 250.45147 5556.501 6.351666 1.2014037 Yes
140 309706.66 873.80 177737.72 9 655 452 -592.5 T3 12 EURJPY 592.4591 1.6878803 506.36410 5227.478 5.982465 0.7495995 Yes
190 698967.80 858.12 512013.62 12 472 334 -1706.7 T3 12 EURUSD 1706.7121 0.5859219 175.77657 4095.406 4.772532 0.5500396 Yes
90 41484.38 845.84 36403.28 6 239 175 -121.3 T3 12 EURGBP 121.3443 8.2410156 2472.30469 3418.734 4.041821 0.2825593 No
340 449206.60 874.80 424391.25 10 1084 813 -1414.6 T3 12 NZDUSD 1414.6375 0.7068949 212.06846 3175.418 3.629879 1.2391404 Yes
240 733297.30 866.78 715765.44 12 783 562 -2385.9 T3 12 GBPJPY 2385.8848 0.4191317 125.73952 3073.482 3.545861 0.9033434 Yes
290 1592324.80 858.14 1661251.37 10 580 424 -5537.5 T3 12 GBPUSD 5537.5046 0.1805868 54.17603 2875.528 3.350884 0.6758804 Yes
390 151158.33 864.66 215399.27 9 384 279 -718.0 T3 12 USDCAD 717.9976 1.3927624 417.82871 2105.276 2.434802 0.4441052 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 1.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5